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Jurik Indicators
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Jurik Research, founded in Silicon Valley in 1988, has been developing algorithms for processing complex data. With advanced signal processing techniques, Mark Jurik has produced top-notch technical indicators for the financial markets. |
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Lag causes delays in your trades, and lagging indicators typically result in lower profits. Jurik's indicators provide significant advantages in that they are cleaner (less noisy) and more timely (less lagging) than standard technical indicators.
The Jurik Indicators for TradingSolutions add-on provides the link between Jurik's software and TradingSolutions. Feeding Jurik's indicators into neural nets, and optimizing with genetic algorithms opens up a whole new avenue for creating profitable models with TradingSolutions.
Here is a summary of the Jurik Indicators that our add-in currently supports:
- Jurik Moving Average (JMA) - If you had ever tried to smooth a noisy signal, you probably learned that the smoother the signal, the more it lagged behind price. In contrast, JMA produces ultra smooth curves with very little lag.
- Zero-Lag Velocity (VEL) - Many systems use price momentum as an indicator. However, up to now, momentum charts were exceedingly jittery, triggering bad trades. In contrast, VEL produces ultra smooth momentum without adding lag to the original momentum indicator.
- Relative Strength Quality Index (RSX) - The classic RSI indicator is both noisy and laggy. Jurik's RSX is ultra-smooth (noise-free) and has no additional lag over standard RSI.
- Directional Movement Index (DMX) - The classic DMI+, DMI- and ADX indicators are either too noisy or too slow. Jurik's DMX is ultra-smooth (noise-free) and with has less lag than ADX.
- Composite Fractal Behavior (CFB) – This indicator can be used to dynamically adjust the speed (length) of classic technical indicators. Its advantage over the dominant cycle length (DCL) approach is that it works well whether or not the price time series has any cycle components.
- Historical Sampling Filter (WAV) – Creates lagged versions of your input data, which can be first detrended, normalized, or both.
There is one other Jurik Indicator that is not currently supported: Decorrelator & Dimension Reducer (DDR). This indicator does not easily fit within the TradingSolutions add-on framework. However, if enough of our customers and prospective customers express in interest in this particular indicator, we may make the necessary enhancements required to add this to the Jurik Indicators for TradingSolutions add-on. If you are interested in having the DDR indicator supported, then please email support@tradingsolutions.com.
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